The first law of large numbers (LLN for short) on sublinear expectation space was proved by Peng in 2007 for uncorrelated random variables on arXiv (math.PR/0702358v1), see also Peng [1]}. The notions of independence and identical distribution (i.i.d. for short) are initiated by [1]}, and the more general form of LLN for i.i.d. sequence is proved by Peng [3]}:
